If you liked Stochastic processes in the Askey scheme by Wim Schoutens, start with Levy processes in credit risk (2010), The Risk Management of Contingent Convertible Bonds (2018), and Exotic Option Pricing and Advanced Levy Models (2007). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Stochastic processes in the Askey scheme · Wim Schoutens books in order

Recommended next reads

  1. 1 Levy processes in credit risk 2010 · 200 pages · Wim Schoutens · Same author
  2. 2 The Risk Management of Contingent Convertible Bonds 2018 · 106 pages · Ine Marquet, Wim Schoutens · Same author
  3. 3 Exotic Option Pricing and Advanced Levy Models 2007 · 344 pages · Andreas Kyprianou, Wim Schoutens, Paul Wilmott · Same author
  4. 4 Handbook of Convertible Bonds 2011 · 396 pages · Wim Schoutens, Philippe Jabre · Same author
  5. 5 Stochastic Processes and Orthogonal Polynomials 2000 · 163 pages · Wim Schoutens · Same author
  6. 6 The Handbook of Hybrid Securities 2014 · 410 pages · Wim Schoutens, Cynthia Van Hulle · Same author
  7. 7 Financial Risk Management for Cryptocurrencies 2020 · 126 pages · Eline Van der Auwera, Wim Schoutens, Marco Petracco Giudici, Lucia Alessi · Same author
  8. 8 Levy Processes in Finance 2003 · 196 pages · Wim Schoutens · Same author
  9. 9 Nonlinear Valuation and Non-Gaussian Risks in Finance 2022 · Dilip B. Madan, Wim Schoutens · Same author
  10. 10 Applied Conic Finance 2016 · 198 pages · Dilip Madan, Wim Schoutens · Same author

Frequently asked questions

What should I read after Stochastic processes in the Askey scheme?

BookOrb recommends Levy processes in credit risk (2010), The Risk Management of Contingent Convertible Bonds (2018), Exotic Option Pricing and Advanced Levy Models (2007), Handbook of Convertible Bonds (2011), and Stochastic Processes and Orthogonal Polynomials (2000).

Are there books like Stochastic processes in the Askey scheme?

Yes. The list on this page is ranked from the closest matches BookOrb has for Stochastic processes in the Askey scheme.

Who wrote Stochastic processes in the Askey scheme?

Stochastic processes in the Askey scheme is by Wim Schoutens.